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… tests These tests read the date from the system clock with Date::todaysDate(), so they ignored the evaluation date set by the test suite (and --date) and could fail depending on the day they were run. For instance, with --date=2026-12-25 three American option tests failed because their curves and the global evaluation date were almost two months apart. They now use Settings::instance().evaluationDate(), as suggested in AGENTS.md. In testFdGreeks, the assignment back to the evaluation date became redundant and was removed.
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These tests got their date from
Date::todaysDate(), so they ignored the evaluation date set by the test suite (and the--dateoption) and their results depended on the day they were run.This switches 13 of them in
americanoption.cpp,barrieroption.cppandbinaryoption.cpptoSettings::instance().evaluationDate(), as suggested in AGENTS.md. IntestFdGreeksthe line setting the evaluation date back to today became redundant, so I removed it.To check it, I temporarily printed the date each changed test was using and ran the three suites with the default date and with
--dateset to 2024-02-29, 2025-12-31, 2026-10-31 and 2026-12-25. Before the change all of them printed the system date whatever--datesaid; after it, they follow the suite's date. With--date=2026-12-25,testBaroneAdesiWhaleyValues,testJuValuesandtestFdValuesfailed before the change and pass after it.The full test suite passes (1680 test cases).
BarrierOptionTests/testParityfails for some of those--datevalues both before and after this change, so that looks like a separate issue.